Value at Risk

Value at Risk

In the third part of Abdulla's series on volatility, Abdulla will work through an example of the use of volatility in the area of risk management. For this video, viewers will need to be familiar with cumulative distribution functions and z-scores.
Overview

Volatility is pertinent to managing risk. Below is an example of how we can calculate volatility using Excel.

Key learning objectives:

  • Understand how volatility can be used to manage risk

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Summary
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Expert
Abdulla Javeri

Abdulla Javeri

Abdulla’s career in the financial markets started in 1990 when he entered the trading floor of the London International Financial Futures Exchange, LIFFE, and qualified as a pit trader in equity and equity index options. In 1996, Abdulla became a trainer for regulatory qualifications and then for non-exam courses, primarily covering all major financial products.

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